| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2,038.4 |
1,921.6 |
-116.8 |
-5.7% |
1,997.4 |
| High |
2,040.5 |
1,961.0 |
-79.5 |
-3.9% |
2,089.2 |
| Low |
1,911.3 |
1,874.2 |
-37.1 |
-1.9% |
1,975.2 |
| Close |
1,946.3 |
1,949.0 |
2.7 |
0.1% |
2,028.0 |
| Range |
129.2 |
86.8 |
-42.4 |
-32.8% |
114.0 |
| ATR |
43.3 |
46.4 |
3.1 |
7.2% |
0.0 |
| Volume |
565,001 |
459,842 |
-105,159 |
-18.6% |
1,530,438 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,188.5 |
2,155.5 |
1,996.7 |
|
| R3 |
2,101.7 |
2,068.7 |
1,972.9 |
|
| R2 |
2,014.9 |
2,014.9 |
1,964.9 |
|
| R1 |
1,981.9 |
1,981.9 |
1,957.0 |
1,998.4 |
| PP |
1,928.1 |
1,928.1 |
1,928.1 |
1,936.3 |
| S1 |
1,895.1 |
1,895.1 |
1,941.0 |
1,911.6 |
| S2 |
1,841.3 |
1,841.3 |
1,933.1 |
|
| S3 |
1,754.5 |
1,808.3 |
1,925.1 |
|
| S4 |
1,667.7 |
1,721.5 |
1,901.3 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,372.8 |
2,314.4 |
2,090.7 |
|
| R3 |
2,258.8 |
2,200.4 |
2,059.4 |
|
| R2 |
2,144.8 |
2,144.8 |
2,048.9 |
|
| R1 |
2,086.4 |
2,086.4 |
2,038.5 |
2,115.6 |
| PP |
2,030.8 |
2,030.8 |
2,030.8 |
2,045.4 |
| S1 |
1,972.4 |
1,972.4 |
2,017.6 |
2,001.6 |
| S2 |
1,916.8 |
1,916.8 |
2,007.1 |
|
| S3 |
1,802.8 |
1,858.4 |
1,996.7 |
|
| S4 |
1,688.8 |
1,744.4 |
1,965.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,089.2 |
1,874.2 |
215.0 |
11.0% |
69.2 |
3.6% |
35% |
False |
True |
397,406 |
| 10 |
2,089.2 |
1,874.2 |
215.0 |
11.0% |
54.7 |
2.8% |
35% |
False |
True |
335,728 |
| 20 |
2,089.2 |
1,819.9 |
269.3 |
13.8% |
44.4 |
2.3% |
48% |
False |
False |
206,435 |
| 40 |
2,089.2 |
1,735.6 |
353.6 |
18.1% |
34.3 |
1.8% |
60% |
False |
False |
112,037 |
| 60 |
2,089.2 |
1,690.1 |
399.1 |
20.5% |
32.4 |
1.7% |
65% |
False |
False |
76,617 |
| 80 |
2,089.2 |
1,670.3 |
418.9 |
21.5% |
32.4 |
1.7% |
67% |
False |
False |
58,603 |
| 100 |
2,089.2 |
1,498.9 |
590.3 |
30.3% |
36.4 |
1.9% |
76% |
False |
False |
47,857 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
32.3% |
39.0 |
2.0% |
78% |
False |
False |
40,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,329.9 |
|
2.618 |
2,188.2 |
|
1.618 |
2,101.4 |
|
1.000 |
2,047.8 |
|
0.618 |
2,014.6 |
|
HIGH |
1,961.0 |
|
0.618 |
1,927.8 |
|
0.500 |
1,917.6 |
|
0.382 |
1,907.4 |
|
LOW |
1,874.2 |
|
0.618 |
1,820.6 |
|
1.000 |
1,787.4 |
|
1.618 |
1,733.8 |
|
2.618 |
1,647.0 |
|
4.250 |
1,505.3 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,938.5 |
1,967.5 |
| PP |
1,928.1 |
1,961.3 |
| S1 |
1,917.6 |
1,955.2 |
|